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IS3R.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3R.DE vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3R.DE achieves a 23.73% return, which is significantly lower than IS3S.DE's 34.68% return. Over the past 10 years, IS3R.DE has outperformed IS3S.DE with an annualized return of 15.43%, while IS3S.DE has yielded a comparatively lower 12.98% annualized return.


IS3R.DE

1D
3.45%
1M
4.33%
YTD
23.73%
6M
26.24%
1Y
35.47%
3Y*
25.94%
5Y*
14.78%
10Y*
15.43%

IS3S.DE

1D
2.88%
1M
5.58%
YTD
34.68%
6M
37.30%
1Y
63.13%
3Y*
25.47%
5Y*
17.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3R.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
23.73%8.37%37.95%8.09%-13.60%24.52%16.42%31.46%0.29%16.07%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
34.68%25.13%11.36%15.62%-4.81%30.35%-12.53%22.01%-10.32%7.66%

Correlation

The correlation between IS3R.DE and IS3S.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.74

The correlation between IS3R.DE and IS3S.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

IS3R.DE vs. IS3S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3R.DE
IS3R.DE Risk / Return Rank: 7777
Overall Rank
IS3R.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 8484
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3R.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3R.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.36

1.77

-0.41

Calmar ratioReturn relative to maximum drawdown

3.89

10.20

-6.31

Martin ratioReturn relative to average drawdown

14.75

37.08

-22.34

IS3R.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current IS3R.DE Sharpe Ratio is 1.98, which is lower than the IS3S.DE Sharpe Ratio of 4.29. The chart below compares the historical Sharpe Ratios of IS3R.DE and IS3S.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS3R.DE vs. IS3S.DE - Drawdown Comparison

The maximum IS3R.DE drawdown since its inception was -30.76%, smaller than the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and IS3S.DE.


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Drawdown Indicators


IS3R.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.76%

-35.19%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-6.09%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-17.78%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

-17.78%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-30.76%

-35.19%

+4.43%

Current Drawdown

Current decline from peak

-0.02%

-1.26%

+1.24%

Average Drawdown

Average peak-to-trough decline

-7.19%

-6.96%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.68%

+0.70%

Volatility

IS3R.DE vs. IS3S.DE - Volatility Comparison

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 6.79% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.87%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3R.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

5.87%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

12.05%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

14.51%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

13.97%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

16.66%

+1.43%

IS3R.DE vs. IS3S.DE - Expense Ratio Comparison

IS3R.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


Dividends

IS3R.DE vs. IS3S.DE - Dividend Comparison

Neither IS3R.DE nor IS3S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3R.DE and IS3S.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.

IS3R.DE is categorized as Momentum, while IS3S.DE is Global Equities. IS3R.DE tracks MSCI World Momentum Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.25% for IS3R.DE and 0.30% for IS3S.DE.

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